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YLDE vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YLDE vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Dividend Strategy ESG ETF (YLDE) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YLDE achieves a 4.91% return, which is significantly higher than BIL's 1.67% return.


YLDE

1D
0.06%
1M
-0.48%
YTD
4.91%
6M
4.69%
1Y
14.35%
3Y*
14.52%
5Y*
10.08%
10Y*

BIL

1D
0.01%
1M
0.28%
YTD
1.67%
6M
1.76%
1Y
3.84%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YLDE vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YLDE
ClearBridge Dividend Strategy ESG ETF
4.91%13.09%16.44%15.69%-8.56%22.12%10.35%32.46%-5.74%11.35%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.67%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.50%

Correlation

The correlation between YLDE and BIL is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since May 23, 2017

-0.02

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Return for Risk

YLDE vs. BIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YLDE
YLDE Risk / Return Rank: 4545
Overall Rank
YLDE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
YLDE Sortino Ratio Rank: 4646
Sortino Ratio Rank
YLDE Omega Ratio Rank: 4444
Omega Ratio Rank
YLDE Calmar Ratio Rank: 4040
Calmar Ratio Rank
YLDE Martin Ratio Rank: 4545
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YLDE vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YLDEBILDifference
Sharpe ratioReturn per unit of total volatility

-17.78

Sortino ratioReturn per unit of downside risk

-170.49

Omega ratioGain probability vs. loss probability

1.27

87.16

-85.89

Calmar ratioReturn relative to maximum drawdown

1.90

352.24

-350.34

Martin ratioReturn relative to average drawdown

6.97

2,793.11

-2,786.14

YLDE vs. BIL - Sharpe Ratio Comparison

The current YLDE Sharpe Ratio is 1.54, which is lower than the BIL Sharpe Ratio of 19.32. The chart below compares the historical Sharpe Ratios of YLDE and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YLDE vs. BIL - Drawdown Comparison

The maximum YLDE drawdown since its inception was -33.23%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for YLDE and BIL.


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Drawdown Indicators


YLDEBILDifference

Max Drawdown

Largest peak-to-trough decline

-33.23%

-0.78%

-32.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-0.01%

-7.58%

Max Drawdown (3Y)

Largest decline over 3 years

-11.42%

-0.01%

-11.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-0.09%

-20.13%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-1.76%

0.00%

-1.76%

Average Drawdown

Average peak-to-trough decline

-3.54%

-0.26%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.00%

+2.06%

Volatility

YLDE vs. BIL - Volatility Comparison

ClearBridge Dividend Strategy ESG ETF (YLDE) has a higher volatility of 2.49% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that YLDE's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YLDEBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

0.07%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

0.14%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

0.20%

+9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

0.26%

+13.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

0.26%

+15.47%

YLDE vs. BIL - Expense Ratio Comparison

YLDE has a 0.60% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

YLDE vs. BIL - Dividend Comparison

YLDE's dividend yield for the trailing twelve months is around 6.98%, more than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
YLDE
ClearBridge Dividend Strategy ESG ETF
6.98%5.68%1.69%1.64%1.68%1.15%1.46%1.65%2.25%1.31%0.00%

Frequently Asked Questions


YLDE and BIL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YLDE has higher volatility (2.49%) compared to BIL (0.07%). In terms of maximum drawdown, YLDE dropped -33.23% vs BIL's -0.78%.

On 5-year performance, YLDE leads with 10.08% vs 3.45% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YLDE has performed better with a 10.08% return vs 3.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.60% for YLDE.

YLDE has the higher dividend yield at 6.98%, compared with 3.85% for BIL.

YLDE is categorized as Dividend, while BIL is Government Bonds. They also come from different issuers: Franklin Templeton and State Street. Their fees differ too: 0.60% for YLDE and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.32 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for YLDE and BIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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